-27.8%
AAL vs WST
+2,681.0%
-2,708.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.6% |
| 7D | -3.7% | +0.7% | -4.5% | -4.1% |
| 30D | -20.8% | -3.1% | -17.7% | -19.7% |
| 3M | -1.3% | +7.2% | -8.5% | -4.7% |
| 6M | +5.4% | +36.8% | -31.4% | -9.0% |
| YTD | -14.4% | +23.8% | -38.2% | -23.0% |
| 1Y | +2.1% | +37.8% | -35.7% | -13.2% |
| 3Y | -10.6% | -15.9% | +5.3% | -16.3% |
| 5Y | -32.2% | -25.8% | -6.4% | -35.9% |
| 10Y | -62.7% | +319.6% | -382.3% | -91.4% |
| All | -27.8% | +2,681.0% | -2,708.8% | -95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling